+84.7%
TFC vs ACWI
+226.8%
-142.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.3% |
| 7D | +0.3% | +0.3% | 0.0% | -0.2% |
| 30D | +9.2% | -2.8% | +12.0% | +12.9% |
| 3M | -2.9% | -3.2% | +0.2% | +0.7% |
| 6M | +3.5% | +1.3% | +2.2% | +0.7% |
| YTD | +5.4% | +11.2% | -5.8% | -9.3% |
| 1Y | +17.3% | +13.8% | +3.5% | -2.1% |
| 3Y | +96.7% | +76.2% | +20.5% | -7.0% |
| 5Y | -1.1% | +59.5% | -60.6% | -46.1% |
| 10Y | +84.7% | +222.2% | -137.5% | -54.0% |
| All | +84.7% | +226.8% | -142.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling